A reduced-form intensity-based model under fuzzy environments
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Publication:907676
DOI10.1016/j.cnsns.2014.07.021zbMath1329.91135OpenAlexW2005730882MaRDI QIDQ907676
Publication date: 26 January 2016
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2014.07.021
Related Items (4)
The total return swap pricing model under fuzzy random environments ⋮ Credit derivatives pricing model for fuzzy financial market ⋮ Introducing fuzziness in CDS pricing under a structural model ⋮ A new default probability calculation formula and its application under uncertain environments
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